+110.5%
FE vs ACM
+131.7%
-21.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -1.7% | -5.9% | +4.2% | -0.4% |
| 30D | -1.3% | -6.2% | +4.9% | -0.2% |
| 3M | +0.6% | -7.9% | +8.5% | +1.9% |
| 6M | -6.8% | -30.6% | +23.8% | 0.0% |
| YTD | +6.4% | -33.3% | +39.7% | +14.6% |
| 1Y | +11.3% | -49.2% | +60.5% | +27.3% |
| 3Y | +47.1% | -23.5% | +70.5% | +49.5% |
| 5Y | +50.4% | +0.9% | +49.5% | +40.9% |
| All | +110.5% | +131.7% | -21.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling